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Emmanuel Derman : The Financial Modelers’ Manifesto

January 8th, 2009 · No Comments · Markets

The Financial Modelers’ Manifesto
Posted At : January 8, 2009 3:14 PM | Posted By : Emanuel Derman
Related Categories: Models
The Financial Modelers’ ManifestoPreface
A spectre is haunting Markets – the spectre of illiquidity, frozen credit, and the failure of financial models.
Beginning with the 2007 collapse in subprime mortgages, financial markets have shifted to new regimes characterized by [...]

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